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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6797	7.67***
α ARCH Response to squared shocks	0.1971	2.59***
β GARCH Volatility persistence	0.4164	6.53***
γ leverage Additional response to negative shocks	-0.1937	-2.61***

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TrueShares Eagle Global Next Gen Power Infrastructure ETF Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other TrueShares Eagle Global Next Gen Power Infrastructure ETF Analyses